University of Chicago, Graduate School of Business and National Bureau of Economic Research.
Session: The Changing Effect of Inflation on Financial Return
Inflation and Real Interest Rates on Assets with Different Risk Characteristics
Version of Record online: 30 APR 2012
© 1984 the American Finance Association
The Journal of Finance
Volume 39, Issue 3, pages 699–712, July 1984
How to Cite
HUIZINGA, J. and MISHKIN, F. S. (1984), Inflation and Real Interest Rates on Assets with Different Risk Characteristics. The Journal of Finance, 39: 699–712. doi: 10.1111/j.1540-6261.1984.tb03659.x
We thank Robert Dennis, Gene Fama, Larry Fisher, Bob Holthausen, Roger Ibbotson, Steve LeRoy and participants in seminars at the University of Chicago, Northwestern University, University of California at Berkeley, Stanford University, University of California at Santa Barbara, North Carolina State University, the Congressional Budget Office and the Federal Reserve Bank of Philadelphia for their helpful comments. Randy Picker and Dan Goldman provided valuable research assistance. This research has been financed by the National Science Foundation and the Sloan Foundation. It is part of the National Bureau of Economic Research's Program in Economic Fluctuations.
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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